I didn't lose much weight at first with my diet change (I had about 25 pounds to loose). I think it's because I had a history of severe reactive hypoglycemia (and Leptin resistance) and my metabolism was totally out of whack (even though I already was controlling my carbs on a Zone Diet). It took about three months of Paleo eating to heal my metabolism enough that I was able to keep my blood glucose levels even enough during the day to prevent the horrible cycle of low blood sugar/food cravings/fatigue etc. Until then, I was pigging out on meat/eggs/fat, while keeping my carbs between 50 and 100 grams. I didn't gain weight, but I didn't loose either. Once I felt like I'd gained control of the vicious blood sugar roller coaster, I stopped eating as much as I started losing about 1 pound every two weeks (lots of weight ups and downs but a steady downward trend). I've now lost 16 pounds and it feels good. What really feels good, though, is the control over my eating that I am beginning to have. About 4 weeks ago, I started the Leptin Reset protocol to further try to heal my metabolism (I don't think I'm an efficient fat burner yet). I actually gained a few pounds back at the beginning, but I'm happy with the process because I feel like I've gained even more control over the BG roller coaster and that I am truly on the cusp of leaving reactive hypoglycemia behind for good. I think not eating snacks is huge--but I tend to overeat out of fear that I'll feel hungry and awful later. I'm slowly healing this pattern.
Maybe your metabolism needs a little more time to adjust. Maybe like me, you are overeating the good Paleo foods because your body still wants it's carbs and isn't effectively using the food you are giving it?
Edit: Forgot to mention I have PCOS also and some insulin resistance.